+238.6%
AXP vs MRNA
+561.6%
-323.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | -2.1% | +5.5% | -7.6% | -2.2% |
| 30D | -6.5% | +158.7% | -165.3% | -10.3% |
| 3M | +4.6% | +182.1% | -177.5% | 0.0% |
| 6M | +5.4% | +151.8% | -146.4% | +1.0% |
| YTD | -11.1% | +393.6% | -404.7% | -16.8% |
| 1Y | -0.3% | +499.5% | -499.8% | -7.4% |
| 3Y | +111.6% | +29.3% | +82.3% | +100.0% |
| 5Y | +117.6% | -65.1% | +182.6% | +99.6% |
| All | +238.6% | +561.6% | -323.0% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling